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Newfound Research LLC Last Quarter Change: USA ETF, Unchanged

Newfound Research LLC quarter change: USA ETF, Unchanged

In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, Newfound Research LLC opened 5 positions, added to 31, reduced 17, sold out of 1 and left 6 unchanged. The largest increase in value was SPY ($0); the largest decrease was JXI (-$7,208,000).

  • IEF: Country of operation —; Class ISHARES - LEHMAN 7-10 YR. TREA; Shares 2016-06-30 45; Shares 2016-09-30 45.
  • PowerShares: Country of operation —; Class POWERSHARES MULTISTRAT ETF; Shares 2016-06-30 158; Shares 2016-09-30 158.
  • QAI: Country of operation —; Class IQ HEDGE MULTI-STRAT TRACKER; Shares 2016-06-30 123; Shares 2016-09-30 123.
  • VSS: Country of operation —; Class VANGUARD FTSE ALL WO X-US SC; Shares 2016-06-30 35; Shares 2016-09-30 35.

Two Form 13F-HR filings compared (SEC CIK 1630806): 2016-06-30 (filed 2016-08-09) and 2016-09-30 (filed 2016-11-08). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move; share change is the position change.

StockCountry of operationClassShares 2016-06-30Shares 2016-09-30Share changeValue 2016-06-30Value 2016-09-30Value change
IEF
iShares
ISHARES - LEHMAN 7-10 YR. TREA45450$5,000$0-$5,000
PowerShares
CUSIP 73935B870
POWERSHARES MULTISTRAT ETF1581580$4,000$0-$4,000
QAI
IndexIQ
IQ HEDGE MULTI-STRAT TRACKER1231230$4,000$0-$4,000
VSS
Vanguard
VANGUARD FTSE ALL WO X-US SC35350$3,000$0-$3,000
SPY
SPDR
SPDR S&P 500 ETF TR UNIT SER 1 S&P000$0$0$0
SHY
iShares
ISHARES 1-3 YR TRS BD ETF000$0$0$0

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